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Quest Diagnostics Inc. DGX

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Market datapartial · fetched 2026-10-22T20:52:23.361Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:18:32.37270716Z

FundamentalsAlpha Vantage · unavailable

Share price$238.42
1D+3.7%
AH$227$231$236$241$2455:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDGX
Sold putSold callAH

Quest Diagnostics Inc. options

Live interpolated DGX call and put midpoint premiums by absolute delta.Quest Diagnostics Inc.$0.36$10.88$21.40$31.93$42.45$173.43$206.57$239.72$272.86$306.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DGX spot · $238.42DGX PRICE$2.33$3.12$3.91$5.02$6.45$7.89$9.33$11.90$14.68$17.75$22.79$29.23$39.41$1.50$1.92$2.43$2.94$3.45$3.96$4.47
PutsCheap0.23×
CallsCheap0.52×
SkewBullish-24.52 pp
Implied moveBullish±$13.81
TiltBullish78.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ259.3732.3%9.8%228.1019.9%5.0%
25Δ255.6332.0%8.5%231.0218.2%3.9%
30Δ251.8831.7%7.3%232.6717.8%3.4%
35Δ248.6432.3%6.4%234.3217.4%3.0%
40Δ245.9033.8%5.8%235.9716.9%2.5%
45Δ243.1635.4%5.3%237.6216.5%2.0%
50Δ240.4236.9%4.8%239.2716.1%1.5%
55Δ236.8839.8%4.3%
60Δ233.2142.9%4.0%
65Δ229.2646.3%3.6%
70Δ223.4652.1%3.3%
75Δ216.3159.5%3.0%
80Δ205.5772.1%2.8%

20Δ

Calls
Pseudo strike
259.37
IV
32.3%
B/E move
9.8%
Puts
Pseudo strike
228.10
IV
19.9%
B/E move
5.0%

25Δ

Calls
Pseudo strike
255.63
IV
32.0%
B/E move
8.5%
Puts
Pseudo strike
231.02
IV
18.2%
B/E move
3.9%

30Δ

Calls
Pseudo strike
251.88
IV
31.7%
B/E move
7.3%
Puts
Pseudo strike
232.67
IV
17.8%
B/E move
3.4%

35Δ

Calls
Pseudo strike
248.64
IV
32.3%
B/E move
6.4%
Puts
Pseudo strike
234.32
IV
17.4%
B/E move
3.0%

40Δ

Calls
Pseudo strike
245.90
IV
33.8%
B/E move
5.8%
Puts
Pseudo strike
235.97
IV
16.9%
B/E move
2.5%

45Δ

Calls
Pseudo strike
243.16
IV
35.4%
B/E move
5.3%
Puts
Pseudo strike
237.62
IV
16.5%
B/E move
2.0%

50Δ

Calls
Pseudo strike
240.42
IV
36.9%
B/E move
4.8%
Puts
Pseudo strike
239.27
IV
16.1%
B/E move
1.5%

55Δ

Calls
Pseudo strike
236.88
IV
39.8%
B/E move
4.3%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
233.21
IV
42.9%
B/E move
4.0%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
229.26
IV
46.3%
B/E move
3.6%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
223.46
IV
52.1%
B/E move
3.3%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
216.31
IV
59.5%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
205.57
IV
72.1%
B/E move
2.8%
Puts
Pseudo strike
IV
B/E move

Options history

DGX27.9528.7929.632026-10-20: 28.06%2026-10-21: 29.51%Oct 20Oct 21
Table
DateIV
28.06%
29.51%